Is money taken from a man whose source of wealth is unknown, and who gives preferential treatment based on whether one smokes or not, lawful or unlawful?

There is no harm in benefiting from what has been given to you both. If money comes to you without you asking for it or anticipating it, then take it, as it is a provision that Allah has driven towards you. There is no need to investigate the source of the money to determine if it is lawful or unlawful. The default assumption for a Muslim's wealth is that it is safe and lawful until proven otherwise with certainty or a strong probability.